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TLT vs. CEG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TLT vs. CEG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares 20+ Year Treasury Bond ETF (TLT) and Constellation Energy Corp (CEG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TLT achieves a -1.57% return, which is significantly higher than CEG's -28.03% return.


TLT

1D
-0.75%
1M
-2.94%
6M
-2.29%
YTD
-1.57%
1Y
2.90%
3Y*
-2.24%
5Y*
-7.64%
10Y*
-2.20%
ALL TIME*
3.56%

CEG

1D
0.44%
1M
-7.50%
6M
-17.38%
YTD
-28.03%
1Y
-20.72%
3Y*
38.87%
5Y*
10Y*
ALL TIME*
45.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TLT vs. CEG - Yearly Performance Comparison


2026 (YTD)2025202420232022
TLT
iShares 20+ Year Treasury Bond ETF
-1.57%4.25%-8.05%2.77%-28.19%
CEG
Constellation Energy Corp
-28.03%58.80%92.71%37.24%73.87%

Correlation

The correlation between TLT and CEG is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.12

Correlation (3Y)
Calculated over the trailing 3-year period

0.05

Correlation (All Time)
Calculated using the full available price history since Feb 2, 2022

0.04

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Return for Risk

TLT vs. CEG — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

TLT
TLT Risk / Return Rank: 1515
Overall Rank
TLT Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
TLT Sortino Ratio Rank: 1515
Sortino Ratio Rank
TLT Omega Ratio Rank: 1414
Omega Ratio Rank
TLT Calmar Ratio Rank: 1616
Calmar Ratio Rank
TLT Martin Ratio Rank: 1515
Martin Ratio Rank

CEG
CEG Risk / Return Rank: 2626
Overall Rank
CEG Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
CEG Sortino Ratio Rank: 2626
Sortino Ratio Rank
CEG Omega Ratio Rank: 2626
Omega Ratio Rank
CEG Calmar Ratio Rank: 2727
Calmar Ratio Rank
CEG Martin Ratio Rank: 2626
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

TLT vs. CEG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares 20+ Year Treasury Bond ETF (TLT) and Constellation Energy Corp (CEG). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


TLTCEGDifference
Sharpe ratioReturn per unit of total volatility

+0.76

Sortino ratioReturn per unit of downside risk

+0.89

Omega ratioGain probability vs. loss probability

1.06

0.96

+0.10

Calmar ratioReturn relative to maximum drawdown

0.38

-0.50

+0.89

Martin ratioReturn relative to average drawdown

0.87

-0.93

+1.80

TLT vs. CEG - Sharpe Ratio Comparison

The current TLT Sharpe Ratio is 0.31, which is higher than the CEG Sharpe Ratio of -0.45. The chart below compares the historical Sharpe Ratios of TLT and CEG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

TLT vs. CEG - Drawdown Comparison

The maximum TLT drawdown since its inception was -48.35%, roughly equal to the maximum CEG drawdown of -50.70%. Use the drawdown chart below to compare losses from any high point for TLT and CEG.


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Drawdown Indicators


TLTCEGDifference

Max Drawdown

Largest peak-to-trough decline

-48.35%

-50.70%

+2.35%

Max Drawdown (1Y)

Largest decline over 1 year

-7.58%

-41.22%

+33.64%

Max Drawdown (3Y)

Largest decline over 3 years

-17.91%

-50.70%

+32.79%

Max Drawdown (5Y)

Largest decline over 5 years

-43.70%

Max Drawdown (10Y)

Largest decline over 10 years

-48.35%

Current Drawdown

Current decline from peak

-41.21%

-36.99%

-4.22%

Average Drawdown

Average peak-to-trough decline

-13.95%

-12.19%

-1.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.35%

22.36%

-19.01%

Volatility

TLT vs. CEG - Volatility Comparison

The current volatility for iShares 20+ Year Treasury Bond ETF (TLT) is 2.63%, while Constellation Energy Corp (CEG) has a volatility of 10.11%. This indicates that TLT experiences smaller price fluctuations and is considered to be less risky than CEG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TLTCEGDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.63%

10.11%

-7.48%

Volatility (6M)

Calculated over the trailing 6-month period

6.82%

35.36%

-28.54%

Volatility (1Y)

Calculated over the trailing 1-year period

9.41%

46.62%

-37.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.75%

49.11%

-33.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.84%

49.11%

-34.27%

Dividends

TLT vs. CEG - Dividend Comparison

TLT's dividend yield for the trailing twelve months is around 4.65%, more than CEG's 0.64% yield.


PositionTTM20252024202320222021202020192018201720162015
CEG
Constellation Energy Corp
0.64%0.44%0.63%0.97%0.65%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TLT
iShares 20+ Year Treasury Bond ETF
4.65%4.43%4.30%3.38%2.67%1.50%1.50%2.27%2.63%2.43%2.60%2.61%

Frequently Asked Questions


TLT and CEG have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CEG has higher volatility (10.11%) compared to TLT (2.63%). In terms of maximum drawdown, TLT dropped -48.35% vs CEG's -50.70%.

TLT currently has the higher Sharpe Ratio (0.31 vs -0.45), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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